更新時間: 2018年6月22日 PM 10:28:16
琤肏數期權引伸波幅分析
日期 瓻波幅指數 琤肏數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/01/18 19.150% 32607.29 11.529% 11.319% +7.831% 11.319% +7.831%
31/01/18 18.260% 32887.27 11.657% 11.623% +6.637% 14.201% +4.059%
01/02/18 17.860% 32642.09 12.205% 11.794% +6.066% 14.313% +3.547%
02/02/18 17.320% 32601.78 12.290% 11.954% +5.366% 14.409% +2.911%
05/02/18 18.930% 32245.22 13.154% 12.167% +6.763% 14.366% +4.564%
06/02/18 27.250% 30595.42 22.855% 14.432% +12.818% 16.921% +10.329%
07/02/18 25.720% 30323.20 23.011% 16.703% +9.017% 19.447% +6.273%
08/02/18 24.560% 30451.27 23.078% 18.877% +5.683% 21.824% +2.736%
09/02/18 28.290% 29507.42 25.177% 21.455% +6.835% 24.627% +3.663%
12/02/18 25.880% 29459.63 25.095% 23.843% +2.037% 26.781% -0.901%
13/02/18 24.520% 29839.53 25.304% 24.333% +0.187% 27.131% -2.611%
14/02/18 23.360% 30515.60 26.815% 25.094% -1.734% 27.773% -4.413%
15/02/18 22.890% 31115.43 27.868% 26.052% -3.162% 28.619% -5.729%
20/02/18 24.120% 30873.63 27.940% 26.604% -2.484% 28.134% -4.014%
21/02/18 22.270% 31431.89 28.803% 27.346% -5.076% 28.693% -6.423%
22/02/18 24.560% 30965.68 28.861% 28.057% -3.497% 29.209% -4.649%
23/02/18 23.190% 31267.17 29.155% 28.525% -5.335% 29.462% -6.272%
26/02/18 21.470% 31498.60 28.892% 28.730% -7.260% 28.966% -7.496%
27/02/18 22.290% 31268.66 28.712% 28.884% -6.594% 28.884% -6.594%
28/02/18 23.110% 30844.72 28.703% 28.865% -5.755% 35.503% -12.393%
01/03/18 22.690% 31044.25 28.419% 28.776% -6.086% 35.158% -12.468%
02/03/18 25.380% 30583.45 28.657% 28.677% -3.297% 34.801% -9.421%
05/03/18 25.930% 29886.39 29.191% 28.737% -2.807% 34.165% -8.235%
06/03/18 23.830% 30510.73 30.410% 29.076% -5.246% 34.330% -10.500%
07/03/18 25.020% 30196.92 30.147% 29.365% -4.345% 34.430% -9.410%
08/03/18 23.260% 30654.52 24.259% 28.533% -5.273% 33.220% -9.960%
09/03/18 22.180% 30996.21 24.366% 27.675% -5.495% 31.994% -9.814%
12/03/18 21.010% 31594.33 25.076% 26.852% -5.842% 30.381% -9.371%
13/03/18 20.560% 31601.45 22.926% 25.355% -4.795% 28.479% -7.919%
14/03/18 20.370% 31435.01 23.125% 23.951% -3.581% 26.705% -6.335%
15/03/18 20.560% 31541.10 22.381% 23.575% -3.015% 26.092% -5.532%
16/03/18 20.750% 31501.97 20.549% 22.812% -2.062% 25.060% -4.310%
19/03/18 20.440% 31513.76 19.096% 21.615% -1.175% 23.213% -2.773%
20/03/18 21.140% 31549.93 18.988% 20.828% +0.312% 22.196% -1.056%
21/03/18 21.740% 31414.52 17.716% 19.746% +1.994% 20.881% +0.859%
22/03/18 22.730% 31071.05 17.656% 18.801% +3.929% 19.728% +3.002%
23/03/18 27.280% 30309.29 19.036% 18.499% +8.781% 19.258% +8.022%
26/03/18 25.190% 30548.77 19.051% 18.489% +6.701% 18.793% +6.397%
27/03/18 24.860% 30790.83 19.240% 18.540% +6.320% 18.692% +6.168%
28/03/18 28.490% 30022.53 20.753% 19.147% +9.343% 19.147% +9.343%
29/03/18 26.140% 30093.38 20.551% 19.726% +6.414% 24.425% +1.715%
03/04/18 24.970% 30180.10 20.182% 19.955% +5.015% 23.889% +1.081%
04/04/18 25.900% 29518.69 20.553% 20.256% +5.644% 24.083% +1.817%
06/04/18 24.590% 29844.94 19.148% 20.238% +4.352% 23.728% +0.862%
09/04/18 23.120% 30229.58 19.527% 19.992% +3.128% 22.948% +0.172%
10/04/18 22.310% 30728.74 19.663% 19.815% +2.495% 22.582% -0.272%
11/04/18 21.920% 30897.71 19.437% 19.666% +2.254% 22.250% -0.330%
12/04/18 21.780% 30831.28 18.416% 19.238% +2.542% 21.608% +0.172%
13/04/18 20.220% 30808.38 18.381% 19.085% +1.135% 21.279% -1.059%
16/04/18 21.410% 30315.59 18.842% 18.948% +2.462% 20.660% +0.750%
17/04/18 20.290% 30062.75 18.964% 18.808% +1.482% 20.353% -0.063%
18/04/18 18.670% 30284.25 19.231% 18.767% -0.097% 20.154% -1.484%
19/04/18 17.560% 30708.44 19.997% 19.083% -1.523% 20.337% -2.777%
20/04/18 17.910% 30418.33 20.187% 19.444% -1.534% 20.562% -2.652%
23/04/18 18.060% 30254.40 20.169% 19.710% -1.650% 20.357% -2.297%
24/04/18 17.430% 30636.24 20.332% 19.983% -2.553% 20.476% -3.046%
25/04/18 18.150% 30328.15 18.878% 19.913% -1.763% 20.240% -2.090%
26/04/18 18.990% 30007.68 18.899% 19.693% -0.703% 19.855% -0.865%
27/04/18 18.230% 30280.67 18.978% 19.451% -1.221% 19.451% -1.221%
30/04/18 17.470% 30808.45 17.861% 18.989% -1.519% 23.669% -6.199%
02/05/18 17.670% 30723.88 17.857% 18.495% -0.825% 22.748% -5.078%
03/05/18 18.540% 30313.37 18.481% 18.415% +0.125% 22.499% -3.959%
04/05/18 19.060% 29926.50 17.465% 18.128% +0.932% 22.000% -2.940%
07/05/18 19.310% 29994.26 16.928% 17.718% +1.592% 21.066% -1.756%
08/05/18 18.400% 30402.81 16.977% 17.542% +0.858% 20.711% -2.311%
09/05/18 17.870% 30536.14 16.022% 17.174% +0.696% 20.137% -2.267%
10/05/18 17.330% 30809.22 16.224% 16.723% +0.607% 19.470% -2.140%
11/05/18 17.110% 31122.06 16.588% 16.548% +0.562% 19.130% -2.020%
14/05/18 17.480% 31541.08 17.160% 16.594% +0.886% 18.775% -1.295%
15/05/18 17.570% 31152.03 17.103% 16.619% +0.951% 18.667% -1.097%
16/05/18 18.110% 31110.20 17.002% 16.815% +1.295% 18.749% -0.639%
17/05/18 17.540% 30942.15 16.831% 16.937% +0.603% 18.745% -1.205%
18/05/18 17.190% 31047.91 15.946% 16.808% +0.382% 18.465% -1.275%
21/05/18 17.110% 31234.35 15.795% 16.535% +0.575% 17.758% -0.648%
23/05/18 18.420% 30665.64 17.177% 16.550% +1.870% 17.502% +0.918%
24/05/18 17.530% 30760.41 16.532% 16.456% +1.074% 17.267% +0.263%
25/05/18 17.650% 30588.04 16.270% 16.344% +1.306% 17.015% +0.635%
28/05/18 17.170% 30792.26 16.004% 16.356% +0.814% 16.624% +0.546%
29/05/18 18.740% 30484.58 16.044% 16.406% +2.334% 16.540% +2.200%
30/05/18 20.040% 30056.79 15.679% 16.106% +3.934% 16.106% +3.934%
31/05/18 18.200% 30468.56 16.417% 16.083% +2.117% 15.951% +2.249%
01/06/18 17.620% 30492.91 15.661% 15.961% +1.659% 15.699% +1.921%
04/06/18 16.940% 30997.98 15.793% 15.919% +1.021% 15.265% +1.675%
05/06/18 16.440% 31093.45 15.783% 15.867% +0.573% 15.085% +1.355%
06/06/18 15.830% 31259.10 15.110% 15.753% +0.077% 14.847% +0.983%
07/06/18 15.900% 31512.63 15.197% 15.509% +0.391% 14.490% +1.410%
08/06/18 17.390% 30958.21 16.199% 15.617% +1.773% 14.462% +2.928%
11/06/18 16.720% 31063.70 15.872% 15.632% +1.088% 14.092% +2.628%
12/06/18 16.020% 31103.06 15.267% 15.529% +0.491% 13.871% +2.149%
13/06/18 15.850% 30725.15 15.024% 15.512% +0.338% 13.728% +2.122%
14/06/18 15.880% 30440.17 15.274% 15.527% +0.353% 13.614% +2.266%
15/06/18 15.970% 30309.49 15.140% 15.315% +0.655% 13.303% +2.667%
19/06/18 19.730% 29468.15 17.690% 15.679% +4.051% 13.103% +6.627%
20/06/18 17.860% 29696.17 17.993% 16.224% +1.636% 13.426% +4.434%
21/06/18 19.130% 29296.05 17.120% 16.644% +2.486% 13.636% +5.494%
22/06/18 18.360% 29338.70 17.144% 17.017% +1.343% 13.803% +4.557%
更新時間: 2018年6月22日 PM 10:28:16
琤肏數期權引伸波幅分析
日期 瓻波幅指數 琤肏數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/01/18 19.150% 32607.29 11.529% 11.319% +7.831% 11.319% +7.831%
31/01/18 18.260% 32887.27 11.657% 11.623% +6.637% 14.201% +4.059%
01/02/18 17.860% 32642.09 12.205% 11.794% +6.066% 14.313% +3.547%
02/02/18 17.320% 32601.78 12.290% 11.954% +5.366% 14.409% +2.911%
05/02/18 18.930% 32245.22 13.154% 12.167% +6.763% 14.366% +4.564%
06/02/18 27.250% 30595.42 22.855% 14.432% +12.818% 16.921% +10.329%
07/02/18 25.720% 30323.20 23.011% 16.703% +9.017% 19.447% +6.273%
08/02/18 24.560% 30451.27 23.078% 18.877% +5.683% 21.824% +2.736%
09/02/18 28.290% 29507.42 25.177% 21.455% +6.835% 24.627% +3.663%
12/02/18 25.880% 29459.63 25.095% 23.843% +2.037% 26.781% -0.901%
13/02/18 24.520% 29839.53 25.304% 24.333% +0.187% 27.131% -2.611%
14/02/18 23.360% 30515.60 26.815% 25.094% -1.734% 27.773% -4.413%
15/02/18 22.890% 31115.43 27.868% 26.052% -3.162% 28.619% -5.729%
20/02/18 24.120% 30873.63 27.940% 26.604% -2.484% 28.134% -4.014%
21/02/18 22.270% 31431.89 28.803% 27.346% -5.076% 28.693% -6.423%
22/02/18 24.560% 30965.68 28.861% 28.057% -3.497% 29.209% -4.649%
23/02/18 23.190% 31267.17 29.155% 28.525% -5.335% 29.462% -6.272%
26/02/18 21.470% 31498.60 28.892% 28.730% -7.260% 28.966% -7.496%
27/02/18 22.290% 31268.66 28.712% 28.884% -6.594% 28.884% -6.594%
28/02/18 23.110% 30844.72 28.703% 28.865% -5.755% 35.503% -12.393%
01/03/18 22.690% 31044.25 28.419% 28.776% -6.086% 35.158% -12.468%
02/03/18 25.380% 30583.45 28.657% 28.677% -3.297% 34.801% -9.421%
05/03/18 25.930% 29886.39 29.191% 28.737% -2.807% 34.165% -8.235%
06/03/18 23.830% 30510.73 30.410% 29.076% -5.246% 34.330% -10.500%
07/03/18 25.020% 30196.92 30.147% 29.365% -4.345% 34.430% -9.410%
08/03/18 23.260% 30654.52 24.259% 28.533% -5.273% 33.220% -9.960%
09/03/18 22.180% 30996.21 24.366% 27.675% -5.495% 31.994% -9.814%
12/03/18 21.010% 31594.33 25.076% 26.852% -5.842% 30.381% -9.371%
13/03/18 20.560% 31601.45 22.926% 25.355% -4.795% 28.479% -7.919%
14/03/18 20.370% 31435.01 23.125% 23.951% -3.581% 26.705% -6.335%
15/03/18 20.560% 31541.10 22.381% 23.575% -3.015% 26.092% -5.532%
16/03/18 20.750% 31501.97 20.549% 22.812% -2.062% 25.060% -4.310%
19/03/18 20.440% 31513.76 19.096% 21.615% -1.175% 23.213% -2.773%
20/03/18 21.140% 31549.93 18.988% 20.828% +0.312% 22.196% -1.056%
21/03/18 21.740% 31414.52 17.716% 19.746% +1.994% 20.881% +0.859%
22/03/18 22.730% 31071.05 17.656% 18.801% +3.929% 19.728% +3.002%
23/03/18 27.280% 30309.29 19.036% 18.499% +8.781% 19.258% +8.022%
26/03/18 25.190% 30548.77 19.051% 18.489% +6.701% 18.793% +6.397%
27/03/18 24.860% 30790.83 19.240% 18.540% +6.320% 18.692% +6.168%
28/03/18 28.490% 30022.53 20.753% 19.147% +9.343% 19.147% +9.343%
29/03/18 26.140% 30093.38 20.551% 19.726% +6.414% 24.425% +1.715%
03/04/18 24.970% 30180.10 20.182% 19.955% +5.015% 23.889% +1.081%
04/04/18 25.900% 29518.69 20.553% 20.256% +5.644% 24.083% +1.817%
06/04/18 24.590% 29844.94 19.148% 20.238% +4.352% 23.728% +0.862%
09/04/18 23.120% 30229.58 19.527% 19.992% +3.128% 22.948% +0.172%
10/04/18 22.310% 30728.74 19.663% 19.815% +2.495% 22.582% -0.272%
11/04/18 21.920% 30897.71 19.437% 19.666% +2.254% 22.250% -0.330%
12/04/18 21.780% 30831.28 18.416% 19.238% +2.542% 21.608% +0.172%
13/04/18 20.220% 30808.38 18.381% 19.085% +1.135% 21.279% -1.059%
16/04/18 21.410% 30315.59 18.842% 18.948% +2.462% 20.660% +0.750%
17/04/18 20.290% 30062.75 18.964% 18.808% +1.482% 20.353% -0.063%
18/04/18 18.670% 30284.25 19.231% 18.767% -0.097% 20.154% -1.484%
19/04/18 17.560% 30708.44 19.997% 19.083% -1.523% 20.337% -2.777%
20/04/18 17.910% 30418.33 20.187% 19.444% -1.534% 20.562% -2.652%
23/04/18 18.060% 30254.40 20.169% 19.710% -1.650% 20.357% -2.297%
24/04/18 17.430% 30636.24 20.332% 19.983% -2.553% 20.476% -3.046%
25/04/18 18.150% 30328.15 18.878% 19.913% -1.763% 20.240% -2.090%
26/04/18 18.990% 30007.68 18.899% 19.693% -0.703% 19.855% -0.865%
27/04/18 18.230% 30280.67 18.978% 19.451% -1.221% 19.451% -1.221%
30/04/18 17.470% 30808.45 17.861% 18.989% -1.519% 23.669% -6.199%
02/05/18 17.670% 30723.88 17.857% 18.495% -0.825% 22.748% -5.078%
03/05/18 18.540% 30313.37 18.481% 18.415% +0.125% 22.499% -3.959%
04/05/18 19.060% 29926.50 17.465% 18.128% +0.932% 22.000% -2.940%
07/05/18 19.310% 29994.26 16.928% 17.718% +1.592% 21.066% -1.756%
08/05/18 18.400% 30402.81 16.977% 17.542% +0.858% 20.711% -2.311%
09/05/18 17.870% 30536.14 16.022% 17.174% +0.696% 20.137% -2.267%
10/05/18 17.330% 30809.22 16.224% 16.723% +0.607% 19.470% -2.140%
11/05/18 17.110% 31122.06 16.588% 16.548% +0.562% 19.130% -2.020%
14/05/18 17.480% 31541.08 17.160% 16.594% +0.886% 18.775% -1.295%
15/05/18 17.570% 31152.03 17.103% 16.619% +0.951% 18.667% -1.097%
16/05/18 18.110% 31110.20 17.002% 16.815% +1.295% 18.749% -0.639%
17/05/18 17.540% 30942.15 16.831% 16.937% +0.603% 18.745% -1.205%
18/05/18 17.190% 31047.91 15.946% 16.808% +0.382% 18.465% -1.275%
21/05/18 17.110% 31234.35 15.795% 16.535% +0.575% 17.758% -0.648%
23/05/18 18.420% 30665.64 17.177% 16.550% +1.870% 17.502% +0.918%
24/05/18 17.530% 30760.41 16.532% 16.456% +1.074% 17.267% +0.263%
25/05/18 17.650% 30588.04 16.270% 16.344% +1.306% 17.015% +0.635%
28/05/18 17.170% 30792.26 16.004% 16.356% +0.814% 16.624% +0.546%
29/05/18 18.740% 30484.58 16.044% 16.406% +2.334% 16.540% +2.200%
30/05/18 20.040% 30056.79 15.679% 16.106% +3.934% 16.106% +3.934%
31/05/18 18.200% 30468.56 16.417% 16.083% +2.117% 15.951% +2.249%
01/06/18 17.620% 30492.91 15.661% 15.961% +1.659% 15.699% +1.921%
04/06/18 16.940% 30997.98 15.793% 15.919% +1.021% 15.265% +1.675%
05/06/18 16.440% 31093.45 15.783% 15.867% +0.573% 15.085% +1.355%
06/06/18 15.830% 31259.10 15.110% 15.753% +0.077% 14.847% +0.983%
07/06/18 15.900% 31512.63 15.197% 15.509% +0.391% 14.490% +1.410%
08/06/18 17.390% 30958.21 16.199% 15.617% +1.773% 14.462% +2.928%
11/06/18 16.720% 31063.70 15.872% 15.632% +1.088% 14.092% +2.628%
12/06/18 16.020% 31103.06 15.267% 15.529% +0.491% 13.871% +2.149%
13/06/18 15.850% 30725.15 15.024% 15.512% +0.338% 13.728% +2.122%
14/06/18 15.880% 30440.17 15.274% 15.527% +0.353% 13.614% +2.266%
15/06/18 15.970% 30309.49 15.140% 15.315% +0.655% 13.303% +2.667%
19/06/18 19.730% 29468.15 17.690% 15.679% +4.051% 13.103% +6.627%
20/06/18 17.860% 29696.17 17.993% 16.224% +1.636% 13.426% +4.434%
21/06/18 19.130% 29296.05 17.120% 16.644% +2.486% 13.636% +5.494%
22/06/18 18.360% 29338.70 17.144% 17.017% +1.343% 13.803% +4.557%